Dark pools : off-exchange liquidity in an era of high frequency, program, and algorithmic trading
Author(s)
Bibliographic Information
Dark pools : off-exchange liquidity in an era of high frequency, program, and algorithmic trading
（Global financial markets）
Palgrave Macmillan, 2014
2nd ed
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Note
Previous ed. published under title: Dark pools : the structure and future of off-exchange trading and liquidity
Includes bibliographical references (p. 255-257) and index
Description and Table of Contents
Description
This book deals with the topic of dark trading, or non-displayed, off-exchange trading execution. It discusses the development, importance and practice of dark equity trading in an environment dominated by high frequency, program, block and algorithmic trading, and considers its future prospects in a world of mobile capital and changing regulation.
Table of Contents
PART I: MARKET STRUCTURE 1. Introduction to Dark Pools 2. Market Liquidity and Structure 3. Dark Pool Structure PART II: MICRO ISSUES 4. Topics in Pricing and Execution 5. Trading in Dark Pools 6. Aspects of Technology and Architecture PART III: ENVIRONMENT OF THE FUTURE 7. Regulation, Control, and Transparency 8. The Future of Dark Pools
by "Nielsen BookData"
